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Marine Carrasco
Marine Carrasco
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Title
Cited by
Cited by
Year
Mixing and moment properties of various GARCH and stochastic volatility models
M Carrasco, X Chen
Econometric Theory 18 (1), 17-39, 2002
6582002
Linear inverse problems in structural econometrics estimation based on spectral decomposition and regularization
M Carrasco, JP Florens, E Renault
Handbook of econometrics 6, 5633-5751, 2007
4452007
Generalization of GMM to a continuum of moment conditions
M Carrasco, JP Florens
Econometric Theory 16 (6), 797-834, 2000
3472000
Optimal test for Markov switching parameters
M Carrasco, L Hu, W Ploberger
Econometrica 82 (2), 765-784, 2014
191*2014
Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship
F Bec, M Ben Salem, M Carrasco
Journal of Business & Economic Statistics 22 (4), 382-395, 2004
1752004
A regularization approach to the many instruments problem
M Carrasco
Journal of Econometrics 170 (2), 383-398, 2012
1732012
Efficient estimation of general dynamic models with a continuum of moment conditions
M Carrasco, M Chernov, JP Florens, E Ghysels
Journal of econometrics 140 (2), 529-573, 2007
1662007
Nonlinearity and temporal dependence
X Chen, LP Hansen, M Carrasco
Journal of Econometrics 155 (2), 155-169, 2010
1332010
Misspecified structural change, threshold, and Markov-switching models
M Carrasco
Journal of econometrics 109 (2), 239-273, 2002
902002
Optimal test for Markov switching
M Carrasco, L Hu, W Ploberger
University of Rochester Working paper, 2004
892004
Efficient GMM estimation using the empirical characteristic function
M Carrasco, JP Florens
IDEI Working paper, 2002
852002
A spectral method for deconvolving a density
M Carrasco, JP Florens
Econometric Theory 27 (3), 546-581, 2011
712011
Optimal portfolio selection using regularization
M Carrasco, N Noumon
Citeseer, Tech. Rep., 2011
702011
Simulation-based method of moments and efficiency
M Carrasco, JP Florens
Journal of Business & Economic Statistics 20 (4), 482-492, 2002
702002
Detecting mean reversion in real exchange rates from a multiple regime STAR model
F Bec, M Ben Salem, M Carrasco
Annals of Economics and Statistics/Annales d’Économie et de Statistique, 395-427, 2010
682010
In-sample inference and forecasting in misspecified factor models
M Carrasco, B Rossi
Journal of Business & Economic Statistics 34 (3), 313-338, 2016
592016
Functional linear regression with functional response
D Benatia, M Carrasco, JP Florens
Journal of econometrics 201 (2), 269-291, 2017
572017
On the asymptotic efficiency of GMM
M Carrasco, JP Florens
Econometric Theory 30 (2), 372-406, 2014
502014
Regularized LIML for many instruments
M Carrasco, G Tchuente
Journal of Econometrics 186 (2), 427-442, 2015
492015
Efficient estimation using the characteristic function
M Carrasco, R Kotchoni
Econometric Theory 33 (2), 479-526, 2017
442017
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